+220,291.7%
CSCO vs ADSK
+4,074.5%
+216,217.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.8% |
| 7D | -0.5% | -14.3% | +13.8% | +4.4% |
| 30D | -10.1% | -14.8% | +4.7% | -5.8% |
| 3M | -11.7% | -5.7% | -6.0% | -11.3% |
| 6M | +40.1% | -18.7% | +58.8% | +46.6% |
| YTD | +43.8% | -28.3% | +72.1% | +56.3% |
| 1Y | +66.6% | -35.1% | +101.7% | +86.9% |
| 3Y | +108.5% | -3.2% | +111.7% | +101.0% |
| 5Y | +114.0% | -26.7% | +140.7% | +115.8% |
| 10Y | +366.8% | +208.4% | +158.4% | +172.3% |
| All | +220,291.7% | +4,074.5% | +216,217.2% | +33,050.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ADSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling